I`ve had a few moments like this when added geckos to my colony, as long as there is enough room for them both to live comfortably then there shouldn’t be any real problems and they’ll settle down.
Do keep an eye on them though sometimes they just want to be on their own and never really take to having a house mate.
Other things, just my opinions though.... I would never keep a single male and female in the same viv. I find that that male pesters the female, especially around this time of year. My males always live on their own until I want to use them for breeding.
Secondly, and perhaps more importantly, why are you not observing rules on quarantine for a new animal? They should be in separate vivs (ideally separate rooms) for a few weeks to ensure that your new leo is fit and healthy and didnt come with any unwanted parasites (dont take the fact that she is gravid as a sign of full health!!) and as well a few weeks on her own to tune into her new surroundings and get used to being with you - it`s quite stressfull moving house
)
Just my thoughts. Take it easy.